Degenerate-Generalized Likelihood Ratio Test for One-Sided Composite Hypotheses
Joint Authors
Pu, Xiaolong
Xiang, Dongdong
Wang, Lei
Li, Yan
Source
Mathematical Problems in Engineering
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-07-03
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Abstract EN
We propose the degenerate-generalized likelihood ratio test (DGLRT) for one-sided composite hypotheses in cases of independent and dependent observations.
The theoretical results show that the DGLRT has controlled error probabilities and stops sampling with probability 1 under some regularity conditions.
Moreover, its stopping boundaries are constants and can be easily determined using the provided searching algorithm.
According to the simulation studies, the DGLRT has less overall expected sample sizes and less relative mean index (RMI) values in comparison with the sequential probability ratio test (SPRT) and double sequential probability ratio test (2-SPRT).
To illustrate the application of it, a real manufacturing data are analyzed.
American Psychological Association (APA)
Xiang, Dongdong& Pu, Xiaolong& Wang, Lei& Li, Yan. 2012. Degenerate-Generalized Likelihood Ratio Test for One-Sided Composite Hypotheses. Mathematical Problems in Engineering،Vol. 2012, no. 2012, pp.1-11.
https://search.emarefa.net/detail/BIM-1029618
Modern Language Association (MLA)
Xiang, Dongdong…[et al.]. Degenerate-Generalized Likelihood Ratio Test for One-Sided Composite Hypotheses. Mathematical Problems in Engineering No. 2012 (2012), pp.1-11.
https://search.emarefa.net/detail/BIM-1029618
American Medical Association (AMA)
Xiang, Dongdong& Pu, Xiaolong& Wang, Lei& Li, Yan. Degenerate-Generalized Likelihood Ratio Test for One-Sided Composite Hypotheses. Mathematical Problems in Engineering. 2012. Vol. 2012, no. 2012, pp.1-11.
https://search.emarefa.net/detail/BIM-1029618
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1029618